+3,003.4%
SHOP vs TXT
+98.4%
+2,905.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.6% | -8.2% | -7.8% |
| 7D | -4.1% | -0.2% | -3.9% | -4.0% |
| 30D | -11.5% | -11.1% | -0.5% | -7.2% |
| 3M | +21.1% | -13.0% | +34.0% | +27.6% |
| 6M | +3.0% | -16.2% | +19.2% | +9.5% |
| YTD | -16.7% | -8.7% | -8.0% | -15.3% |
| 1Y | -8.3% | -3.8% | -4.5% | -8.9% |
| 3Y | +112.8% | +5.5% | +107.3% | +103.7% |
| 5Y | -9.3% | +12.3% | -21.6% | -14.1% |
| 10Y | +3,003.4% | +97.4% | +2,906.0% | +2,707.6% |
| All | +3,003.4% | +98.4% | +2,905.0% | +2,707.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling